Share price$51.65
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:20:07.847Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T20:10:00.000898575Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 59.49 | 52.7% | 16.8% | 46.16 | 51.4% | 12.5% |
| 25Δ | 58.20 | 52.9% | 14.8% | 47.25 | 51.7% | 11.1% |
| 30Δ | 56.91 | 53.1% | 12.9% | 48.33 | 52.0% | 9.6% |
| 35Δ | 55.61 | 53.3% | 11.0% | 49.42 | 52.3% | 8.2% |
| 40Δ | 54.47 | 53.7% | 9.5% | 50.48 | 52.8% | 7.0% |
| 45Δ | 53.45 | 54.3% | 8.5% | 51.51 | 53.4% | 6.2% |
| 50Δ | 52.43 | 54.9% | 7.4% | 52.54 | 54.0% | 5.4% |
| 55Δ | 51.41 | 55.6% | 6.4% | 53.58 | 54.7% | 4.6% |
| 60Δ | 50.39 | 56.2% | 5.3% | 54.61 | 55.3% | 3.8% |
| 65Δ | 49.32 | 56.0% | 4.5% | 55.61 | 54.1% | 3.1% |
| 70Δ | 48.22 | 55.2% | 3.7% | 56.60 | 51.7% | 2.5% |
| 75Δ | 47.12 | 54.4% | 3.0% | 57.59 | 49.3% | 1.9% |
| 80Δ | 46.02 | 53.6% | 2.2% | 58.58 | 47.0% | 1.3% |
No recorded observations